Journal article 913 views
Volatility forecasting in the framework of the option expiry cycle
Owain Ap Gwilym,
Mike Buckle,
Mike Buckle 
The European Journal of Finance, Volume: 5, Issue: 1, Pages: 73 - 94
Swansea University Author:
Mike Buckle
Full text not available from this repository: check for access using links below.
DOI (Published version): 10.1080/135184799337190
Abstract
Volatility forecasting in the framework of the option expiry cycle
| Published in: | The European Journal of Finance |
|---|---|
| Published: |
1999
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| URI: | https://cronfa.swan.ac.uk/Record/cronfa18174 |
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| College: |
Faculty of Humanities and Social Sciences |
|---|---|
| Issue: |
1 |
| Start Page: |
73 |
| End Page: |
94 |